He probably should have given you the option to pre-paint it prior to application but replacing rotted wood is usually done in conjunction with other work so there is not a huge time lapse to identify options and etc, etc, etc.

I would have primed and painted it before installing it, that way the end cuts would be also sealed.
If you want to never again paint or have to fix the rot, look into having all of it wrapped with PVC coil stock. Any siding company can do it.
It's not a DIY job because the break to just bend it would cost you over $1,200.

I think you guys are going too far expecting the roofer (any roofer) to paint some facia just because he replaced it. Had it been a huge re-do or part of the agreement that's one thing, but if it was never mentioned that's a different deal. Hell this is a roofer.